Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47742.78 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46347.89 Kr¶

PnL: ---------------------------------------> -540.68 Kr¶

DD now: ---------------------------------> -1.824 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 16:51:43.783331'

Anic Portfolio¶

Today¶

Return: -0.607 %¶

This Week¶

Return: 0.44 %¶

Total¶

Return: 56.298 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.560000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 -1.480000 3109.600000 138.600000 4.670000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -4.840000 436.600000 81.600000 22.990000 355.000000
Corem Property Group B 59 -4.300000 657.260000 80.260000 13.910000 576.999999
Boozt 12 0.640000 1705.200000 51.200000 3.100000 1653.999996
HMS Networks 2 -0.060000 716.800000 43.800000 6.510000 673.000000
OEM International B 7 1.150000 555.100000 27.100000 5.130000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.330000 547.600000 20.600000 3.910000 527.000000
MedCap 2 -0.450000 438.000000 17.000000 4.040000 421.000000
Karnov Group 9 0.160000 552.600000 16.600000 3.100000 536.000004
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Coor Service Management Hold. 8 -0.510000 546.800000 14.800000 2.780000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -3.730000 259.920000 13.920000 5.660000 246.000000
SAAB B 8 1.680000 3387.200000 10.200000 0.300000 3377.000000
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
Essity B 2 -0.140000 582.000000 8.000000 1.390000 574.000000
Norva24 Group 16 -0.810000 549.440000 6.440000 1.190000 543.000000
Resurs Holding 22 -1.200000 578.820000 4.820000 0.840000 573.999998
AcadeMedia 12 -0.470000 561.360000 4.360000 0.780000 557.000004
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.100000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 -0.380000 567.960000 -2.040000 -0.360000 570.000000
Midsona B 63 -4.650000 580.860000 -2.140000 -0.370000 582.999984
Handelsbanken A 5 -1.410000 541.750000 -4.250000 -0.780000 546.000000
Swedbank A 3 -0.880000 558.900000 -5.100000 -0.900000 564.000000
CTEK 13 -3.340000 523.510000 -10.490000 -1.960000 533.999999
Nordea Bank Abp 29 -0.850000 3438.820000 -15.180000 -0.440000 3453.999992
International Petroleum Corp. 5 1.870000 545.000000 -49.570000 -8.340000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.370000 3780.000000 -70.000000 -1.820000 3850.000000
OX2 18 0.060000 1503.900000 -160.100000 -9.620000 1663.999992
Axfood 13 0.360000 3593.200000 -162.800000 -4.330000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -4.320000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46347.890000 -540.680000 -1.82421% 46888.564618

Updated:¶

'2023-01-17 16:51:56.509853'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶